Analysis run in : 2024-05-18 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -51,494 | -9,861 | 0.526457 | 0.947883 |
| 1 | equities | 1170E1 | VIX FUTURES | -48,061 | -9,182 | -0.905586 | -0.510975 |
| 2 | equities | 239742 | RUSSELL E-MINI | -32,330 | 5,709 | -0.600229 | -0.302348 |
| 3 | equities | 12460+ | DJIA Consolidated | 15,773 | 7,172 | 0.126032 | 0.344475 |
| 4 | equities | 209742 | NASDAQ MINI | 3,934 | -2,309 | -0.412749 | -0.843704 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -2,756 | 651 | -0.085863 | 0.049578 |
| 6 | rates | 043602 | UST 10Y NOTE | -387,041 | 112,796 | 2.188201 | 2.367853 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,366,518 | -166,245 | -1.852407 | -0.833116 |
| 8 | rates | 042601 | UST 2Y NOTE | -968,522 | 60,903 | 0.141220 | 0.985425 |
| 9 | rates | 020601 | UST BOND | 10,418 | 18,316 | 1.576036 | 1.786323 |
| 10 | rates | 045601 | FED FUNDS | 95,924 | -41,041 | 1.269224 | 2.000729 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 2,411 | 584 | 0.654039 | -0.322298 |
| 13 | currencies | 097741 | JAPANESE YEN | -125,851 | 7,238 | 0.542280 | -0.405979 |
| 14 | currencies | 099741 | EURO FX | 17,902 | 14,230 | -0.430047 | -1.087892 |
| 15 | currencies | 096742 | BRITISH POUND | -18,892 | 2,021 | -1.101449 | -1.240883 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -76,497 | -12,226 | 1.037553 | -0.139507 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -82,669 | -10,691 | -1.160374 | -1.467268 |
| 18 | currencies | 095741 | MEXICAN PESO | 112,940 | 808 | -0.308211 | 0.641583 |
| 19 | currencies | 112741 | NZ DOLLAR | -11,200 | -9 | -0.823088 | -0.694808 |
| 20 | currencies | 092741 | SWISS FRANC | -42,286 | 661 | -1.131195 | -1.751028 |
| 21 | commodities | 133741 | BITCOIN | -341 | 608 | 0.774540 | 1.394458 |
| 22 | commodities | 06765T | BRENT LAST DAY | -30,282 | -3,454 | -1.050905 | -0.959170 |
| 23 | commodities | 088691 | GOLD | 232,750 | 6,630 | 0.600568 | 1.048073 |
| 24 | commodities | 085692 | COPPER- #1 | 61,841 | -335 | 1.150804 | 1.804617 |
| 25 | commodities | 023651 | NAT GAS NYME | -117,147 | 19,461 | 0.771294 | -0.064634 |
| 26 | commodities | 111659 | GASOLINE RBOB | 48,496 | -4,063 | -1.667591 | -2.217813 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 10,388 | 2,513 | -0.177490 | -0.956190 |
| 28 | commodities | 084691 | SILVER | 54,959 | 6,196 | 0.790775 | 1.411779 |
| 29 | commodities | 076651 | PLATINUM | 28,396 | 12,429 | 1.993034 | 1.878152 |
| 30 | commodities | 002602 | CORN | -12,857 | 35,905 | 2.303323 | 2.791509 |
| 31 | commodities | 005602 | SOYBEANS | -60,747 | -6,557 | 2.030891 | 0.285627 |
| 32 | commodities | 001602 | WHEAT-SRW | -11,656 | 10,967 | 1.997261 | 1.962644 |
| 33 | commodities | 001612 | WHEAT-HRW | -7,540 | 7,618 | 2.198227 | 2.413777 |
| 34 | commodities | 057642 | LIVE CATTLE | 67,229 | 2,666 | -0.813935 | 0.301914 |
| 35 | commodities | 054642 | LEAN HOGS | 71,727 | -8,363 | -0.997768 | 0.589271 |
| 36 | commodities | 080732 | SUGAR NO. 11 | -510 | -10,180 | -1.620800 | -1.408967 |
| 37 | commodities | 033661 | COTTON NO. 2 | 6,472 | -345 | -1.562227 | -0.990290 |
| 38 | commodities | 083731 | COFFEE C | 59,880 | -4,324 | -0.138385 | 0.559882 |
| 39 | commodities | 073732 | COCOA | 14,686 | -143 | -1.317847 | -1.467988 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 4,058 | 1,641 | 2.919030 | 2.661643 |
Plotting plotly¶
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